Optimal time to invest when the price processes are geometric Brownian motions. - Yaozhong Hu; Bernt Øksendal (Finance Stochastics, 1998)

White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance. - Knut K. Aase; Bernt Øksendal; Nicolas Privault; Jan Ubøe (Finance Stochastics, 2000)

Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs. - Bernt Øksendal; Agnès Sulem (SIAM J. Control. Optim., 2002)

Partial Information Linear Quadratic Control for Jump Diffusions. - Yaozhong Hu; Bernt Øksendal (SIAM J. Control. Optim., 2008)

Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps. - Bernt Øksendal; Agnès Sulem (SIAM J. Control. Optim., 2009)

An anticipative linear filtering equation. - Knut K. Aase; Terje Bjuland; Bernt Øksendal (Syst. Control. Lett., 2011)

Singular Stochastic Control and Optimal Stopping with Partial Information of Itô-Lévy Processes. - Bernt Øksendal; Agnès Sulem (SIAM J. Control. Optim., 2012)

Maximum principles for jump diffusion processes with infinite horizon. - Sven Haadem; Bernt Øksendal; Frank Proske (Autom., 2013)

A Maximum Principle for Infinite Horizon Delay Equations. - Nacira Agram; Sven Haadem; Bernt Øksendal; Frank Proske (SIAM J. Math. Anal., 2013)

Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information. - Bernt Øksendal; Leif Sandal; Jan Ubøe (J. Appl. Probab., 2014)

Infinite horizon optimal control of forward-backward stochastic differential equations with delay. - Nacira Agram; Bernt Øksendal (J. Comput. Appl. Math., 2014)

Forward-Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty. - Bernt Øksendal; Agnès Sulem (J. Optim. Theory Appl., 2014)

Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection. - Bernt Øksendal; Agnès Sulem; Tusheng Zhang (Math. Oper. Res., 2014)

Malliavin Calculus and Optimal Control of Stochastic Volterra Equations. - Nacira Agram; Bernt Øksendal (J. Optim. Theory Appl., 2015)

Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps. - Roxana Dumitrescu; Bernt Øksendal; Agnès Sulem (J. Optim. Theory Appl., 2018)

Singular Control Optimal Stopping of Memory Mean-Field Processes. - Nacira Agram; Achref Bachouch; Bernt Øksendal; Frank Proske (SIAM J. Math. Anal., 2019)

Mean-field backward stochastic differential equations and applications. - Nacira Agram; Yaozhong Hu; Bernt Øksendal (Syst. Control. Lett., 2022)

Stochastic Fokker-Planck Equations for Conditional McKean-Vlasov Jump Diffusions and Applications to Optimal Control. - Nacira Agram; Bernt Øksendal (SIAM J. Control. Optim., 2023)

Impulse Control of Conditional McKean-Vlasov Jump Diffusions. - Nacira Agram; Giulia Pucci; Bernt Øksendal (J. Optim. Theory Appl., 2024)

Optimal stopping of conditional McKean-Vlasov jump diffusions. - Nacira Agram; Bernt Øksendal (Syst. Control. Lett., 2024)

Optimal Control of SPDEs Driven by Time-Space Brownian Motion. - Nacira Agram; Bernt Øksendal; Frank Proske; Olena Tymoshenko (SIAM J. Control. Optim., 2025)